CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6480 |
1.6287 |
-0.0193 |
-1.2% |
1.6507 |
| High |
1.6498 |
1.6324 |
-0.0174 |
-1.1% |
1.6742 |
| Low |
1.6321 |
1.6092 |
-0.0229 |
-1.4% |
1.6321 |
| Close |
1.6420 |
1.6249 |
-0.0171 |
-1.0% |
1.6420 |
| Range |
0.0177 |
0.0232 |
0.0055 |
31.1% |
0.0421 |
| ATR |
0.0237 |
0.0244 |
0.0006 |
2.7% |
0.0000 |
| Volume |
93,242 |
107,146 |
13,904 |
14.9% |
381,142 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6918 |
1.6815 |
1.6377 |
|
| R3 |
1.6686 |
1.6583 |
1.6313 |
|
| R2 |
1.6454 |
1.6454 |
1.6292 |
|
| R1 |
1.6351 |
1.6351 |
1.6270 |
1.6287 |
| PP |
1.6222 |
1.6222 |
1.6222 |
1.6189 |
| S1 |
1.6119 |
1.6119 |
1.6228 |
1.6055 |
| S2 |
1.5990 |
1.5990 |
1.6206 |
|
| S3 |
1.5758 |
1.5887 |
1.6185 |
|
| S4 |
1.5526 |
1.5655 |
1.6121 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7757 |
1.7510 |
1.6652 |
|
| R3 |
1.7336 |
1.7089 |
1.6536 |
|
| R2 |
1.6915 |
1.6915 |
1.6497 |
|
| R1 |
1.6668 |
1.6668 |
1.6459 |
1.6581 |
| PP |
1.6494 |
1.6494 |
1.6494 |
1.6451 |
| S1 |
1.6247 |
1.6247 |
1.6381 |
1.6160 |
| S2 |
1.6073 |
1.6073 |
1.6343 |
|
| S3 |
1.5652 |
1.5826 |
1.6304 |
|
| S4 |
1.5231 |
1.5405 |
1.6188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6742 |
1.6092 |
0.0650 |
4.0% |
0.0212 |
1.3% |
24% |
False |
True |
97,657 |
| 10 |
1.6742 |
1.6092 |
0.0650 |
4.0% |
0.0220 |
1.4% |
24% |
False |
True |
100,553 |
| 20 |
1.6742 |
1.5795 |
0.0947 |
5.8% |
0.0249 |
1.5% |
48% |
False |
False |
85,076 |
| 40 |
1.6742 |
1.5061 |
0.1681 |
10.3% |
0.0237 |
1.5% |
71% |
False |
False |
43,921 |
| 60 |
1.6742 |
1.4446 |
0.2296 |
14.1% |
0.0197 |
1.2% |
79% |
False |
False |
29,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7310 |
|
2.618 |
1.6931 |
|
1.618 |
1.6699 |
|
1.000 |
1.6556 |
|
0.618 |
1.6467 |
|
HIGH |
1.6324 |
|
0.618 |
1.6235 |
|
0.500 |
1.6208 |
|
0.382 |
1.6181 |
|
LOW |
1.6092 |
|
0.618 |
1.5949 |
|
1.000 |
1.5860 |
|
1.618 |
1.5717 |
|
2.618 |
1.5485 |
|
4.250 |
1.5106 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6235 |
1.6319 |
| PP |
1.6222 |
1.6296 |
| S1 |
1.6208 |
1.6272 |
|